A Truthful Generalization of Black‐Scholes‐Merton. Issue 111 (1st February 2021)
- Record Type:
- Journal Article
- Title:
- A Truthful Generalization of Black‐Scholes‐Merton. Issue 111 (1st February 2021)
- Main Title:
- A Truthful Generalization of Black‐Scholes‐Merton
- Authors:
- Ayache, Elie
- Abstract:
- Abstract : BSM was never equipped to face an options market. The formula doesn't know what an options market is and even less so what the meaning of inverting the formula and implying volatility from the option market price could possibly be.
- Is Part Of:
- Wilmott. Volume 2021:Issue 111(2021)
- Journal:
- Wilmott
- Issue:
- Volume 2021:Issue 111(2021)
- Issue Display:
- Volume 2021, Issue 111 (2021)
- Year:
- 2021
- Volume:
- 2021
- Issue:
- 111
- Issue Sort Value:
- 2021-2021-0111-0000
- Page Start:
- 32
- Page End:
- 43
- Publication Date:
- 2021-02-01
- Subjects:
- Finance -- Periodicals
Financial services industry -- Periodicals
332 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗ - DOI:
- 10.1002/wilm.10903 ↗
- Languages:
- English
- ISSNs:
- 1540-6962
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 23225.xml